02766cam a22003618i 4500 21498957 OSt 20220418151914.0 200414s2020 nyu b 000 0 eng 2020014571 9780367492939 DLC eng rda AIMIT LIBRARY pcc HG106 .C656 2020 519.72 1 CESF Cesarone, Francesco. 30226 Computational finance : MATLAB oriented modeling / By Francesco Cesarone. 1st ed. 2007 New York : Routledge-Giappichelli, 2020. text txt rdacontent unmediated n rdamedia volume nc rdacarrier Routledge-Giappichelli studies in business and management Includes bibliographical references. "Computational Finance is increasingly important in the financial industry, as a necessary instrument for applying theoretical models to real-world challenges. Indeed, many models used in practice involve complex mathematical problems, for which an exact or a closed-form solution is not available. Consequently, we need to rely on computational techniques and specific numerical algorithms. This book combines theoretical concepts with practical implementation. Furthermore, the numerical solution of models is exploited, both to enhance the understanding of some mathematical and statistical notions, and to acquire sound programming skills in MATLAB®, which is useful for several other programming languages also. The material assumes the reader has a relatively limited knowledge of mathematics, probability and statistics. Hence, the book contains a short description of the fundamental tools needed to address the two main fields of quantitative finance: portfolio selection and derivatives pricing. Both fields are developed here, with a particular emphasis on portfolio selection, where the author includes an overview of recent approaches. The book gradually takes the reader from a basic to medium level of expertise by using examples and exercises to simplify the understanding of complex models in Finance, giving them the ability to place financial models in a computational setting. The book is ideal for courses focusing on quantitative finance, asset management, mathematical methods for economics and finance, investment banking, and corporate finance"-- Provided by publisher. Finance Mathematical models. 30227 Finance Statistics. 30228 Financial engineering. 30229 7 cbc orignew 1 ecip 20 y-gencatlg ddc BK 1st 519.72 CESF 222461 222461 0 0 ddc 0 0 MBA AIMIT AIMIT 2022-03-24 Biblios Book Point 3493.64 Bill no:6621; Bill dt:2022-03-22 0 519.72 CESF MBA14329 2025-07-21 00:00:00 2794.91 2022-04-18 BK